PyPI page
Home page
Author:
None
License:
MIT
Summary:
Three-stage hybrid HAR-LSTM-GARCH framework for realized volatility forecasting
Latest version:
0.2.1
Required dependencies:
arch
|
matplotlib
|
numpy
|
pandas
|
scikit-learn
|
scipy
|
statsmodels
|
tensorflow
Optional dependencies:
build
|
pytest
|
twine
Downloads last day:
3
Downloads last week:
28
Downloads last month:
384